+136.1%
AWK vs CNH
+157.1%
-21.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | +4.3% | +32.6% | -28.3% | +0.5% |
| 3M | +12.5% | +29.4% | -16.9% | +8.6% |
| 6M | +3.3% | +26.0% | -22.7% | -0.3% |
| YTD | +9.8% | +52.2% | -42.5% | +3.1% |
| 1Y | +2.9% | +23.9% | -21.0% | -0.8% |
| 3Y | +9.6% | +10.1% | -0.5% | +5.6% |
| 5Y | -16.7% | +13.2% | -29.8% | -21.5% |
| 10Y | +136.1% | +160.7% | -24.6% | +76.1% |
| All | +136.1% | +157.1% | -21.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling